+284.5%
PBF vs MAS
+213.7%
+70.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.8% |
| 7D | -13.8% | +2.0% | -15.7% | -14.8% |
| 30D | -19.6% | +19.4% | -39.0% | -26.2% |
| 3M | +10.3% | +9.4% | +0.8% | +4.8% |
| 6M | +63.4% | +15.3% | +48.1% | +47.6% |
| YTD | +152.6% | +31.3% | +121.3% | +104.6% |
| 1Y | +87.4% | +34.9% | +52.5% | +48.7% |
| 3Y | +63.3% | +58.6% | +4.7% | +13.5% |
| 5Y | +412.5% | +40.7% | +371.8% | +264.5% |
| All | +284.5% | +213.7% | +70.8% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling